| Price volatility, trading volume, and market depth: Evidence from futures markets H Bessembinder, PJ Seguin Journal of financial and Quantitative Analysis 28 (1), 21-39, 1993 | 1109 | 1993 |
| Heteroskedasticity in stock returns GW Schwert, PJ Seguin the Journal of Finance 45 (4), 1129-1155, 1990 | 904 | 1990 |
| Futures‐trading activity and stock price volatility H Bessembinder, PJ Seguin the Journal of Finance 47 (5), 2015-2034, 1992 | 735 | 1992 |
| Mean reversion in equilibrium asset prices: Evidence from the futures term structure H Bessembinder, JF Coughenour, PJ Seguin, MM Smoller The Journal of Finance 50 (1), 361-375, 1995 | 615 | 1995 |
| An empirical examination of information, differences of opinion, and trading activity H Bessembinder, K Chan, PJ Seguin Journal of Financial Economics 40 (1), 105-134, 1996 | 442 | 1996 |
| Volume, volatility, and New York stock exchange trading halts CMC Lee, MJ Ready, PJ Seguin The Journal of Finance 49 (1), 183-214, 1994 | 434 | 1994 |
| Price stabilization in the market for new issues KW Hanley, AA Kumar, PJ Seguin Journal of Financial economics 34 (2), 177-197, 1993 | 360 | 1993 |
| Dividend policy and cash‐flow uncertainty M Bradley, DR Capozza, PJ Seguin Real Estate Economics 26 (4), 555-580, 1998 | 277 | 1998 |
| Securities transaction taxes: an overview of costs, benefits and unresolved questions GW Schwert, PJ Seguin Financial Analysts Journal 49 (5), 27-35, 1993 | 270 | 1993 |
| Focus, transparency and value: The REIT evidence DR Capozza, PJ Seguin Real Estate Economics 27 (4), 587-619, 1999 | 256 | 1999 |
| Transaction costs and price volatility: evidence from commission deregulation CM Jones, PJ Seguin The American Economic Review 87 (4), 728-737, 1997 | 253 | 1997 |
| Expectations, efficiency, and euphoria in the housing market DR Capozza, PJ Seguin Regional Science and Urban Economics 26 (3-4), 369-386, 1996 | 202 | 1996 |
| Debt, agency, and management contracts in REITs: the external advisor puzzle DR Capozza, PJ Seguin The Journal of Real Estate Finance and Economics 20, 91-116, 2000 | 182 | 2000 |
| Is there a term structure of futures volatilities? Reevaluating the Samuelson hypothesis H Bessembinder, JF Coughenour, PJ Seguin, M Smoller Reevaluating the Samuelson Hypothesis, 1996 | 157 | 1996 |
| Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks PJ Seguin, MM Smoller Journal of Financial Economics 45 (3), 333-363, 1997 | 151 | 1997 |
| Inside Ownership, Risk Sharing and Tobin's q‐Ratios: Evidence from REITs DR Capozza, PJ Seguin Real Estate Economics 31 (3), 367-404, 2003 | 133 | 2003 |
| The value of liquidity L Benveniste, DR Capozza, PJ Seguin Real estate economics 29 (4), 633-660, 2001 | 126 | 2001 |
| The marketing of closed-end fund IPOs: Evidence from transactions data KW Hanley, CMC Lee, PL Seguin Journal of Financial Intermediation 5 (2), 127-159, 1996 | 121 | 1996 |
| Stock volatility and margin trading PJ Seguin Journal of Monetary Economics 26 (1), 101-121, 1990 | 104 | 1990 |
| Managerial style and firm value DR Capozza, PJ Seguin Real Estate Economics 26 (1), 131-150, 1998 | 101 | 1998 |
